Slitherine

1. In the pic you see that the infantery can step on land not connected with the bridge.
2. But my units could not use the way back, from land to bridge.

In my opinion the first point is a bug.
Or the way back should be allowed.

A little hard to see from the screenshot, but I think I know what you're discussing.

When entering a bridge, you can only enter it directly, from the single hex the bridge points to. Once on the bridge, you have the freedom of movement to exit anywhere you please.
As far as I know, this is working as intended. It makes taking control of a bridge and moving towards it more difficult, but more rewarding once you have actual control of it and freedom to move as you please.
If you really want to curb this behavior for your own projects, I recommend using difficult terrain(masked or unmasked) to create an artificial choke point that forces direct bridge entrances and exits. Alternatively, you can also mask the bridge with different terrain allowing free entrance and exits.

Thanks, Kerensky!

If I understand you, I can not "block" the exit from the bridge. I should not make an land-tile near bridge, because the units on the bridge can enter the land hex. Its the same, if I place an unit on water and a land hex is next to this unit. Looks like the program only check the next hexes for enter.

You can use a mountain. Then cover it up with the clear terrain.
They can still move on to the island but have to wait one turn.
This way the land hex is still usable.
OR
You can make it water like you said and cover it up with clear terrain.
But then you can never enter that hex.